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ZKB Put Warrant auf
LANXESS AG

ISIN: CH1305129491 Security: 130512949 Symbol: LXS2LZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.19
Change +11.76% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -22.00%
Year to date (YTD) n.a.
1 month -5.00%
3 months -26.92%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue26.75
Premium0.08%
Premium p.a.0.13%
Leverage3.39
Implied volatility0.38

Reference data

ISIN CH1305129491
Symbol LXS2LZ
Security 130512949
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying LANXESS I, DE0005470405
Underlying ISIN DE0005470405
Strike 28.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 05.01.2024

Key figures

Premium 8.07%
Premium p.a. 12.59%
Leverage 6.62
Implied volatility 37.84%
Moneyness in-the-money
Leverage 3.3870
Delta -0.5117
Gamma 0.0027
Theta -0.0003
Rho -0.0040
Vega 0.0041
Fair value 0.10
Intrinsic value n.a.
Break-even 24.05
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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